The width of the band and exchange rate mean-reversion: Some further ERM-based results

Journal of International Money and Finance

Volumn 18, Issue 3, 1999, Pages 411-428

  Anthony, Myrvin ^a   MacDonald, Ronald ^a  

^a UNIVERSITY OF STRATHCLYDE   (United Kingdom)

Author keywords

Exchange rates; F31; G15; G21; Mean reversion; Target zones

Indexed keywords

EID: 0001313982     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(99)85004-9     Document Type: Article

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